+559.0%
SPYG vs CGNX
+731.0%
-172.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.2% |
| 7D | -0.9% | +3.2% | -4.1% | -1.7% |
| 30D | -1.5% | +6.0% | -7.5% | -3.2% |
| 3M | +3.7% | +3.5% | +0.2% | +2.1% |
| 6M | +16.4% | +26.3% | -9.9% | +8.5% |
| YTD | +13.3% | +79.2% | -65.9% | -5.9% |
| 1Y | +17.9% | +43.8% | -25.9% | +2.9% |
| 3Y | +98.3% | +52.0% | +46.4% | +64.3% |
| 5Y | +86.4% | -24.0% | +110.5% | +81.6% |
| 10Y | +421.9% | +189.1% | +232.8% | +243.6% |
| All | +559.0% | +731.0% | -172.0% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling